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Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
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Near unit roots and the predictive power of yield spreads for changes in long-term interest rates
Lanne, Markku - In: The review of economics and statistics 81 (1999) 3, pp. 393-398
Persistent link: https://www.econbiz.de/10001406148
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Co-integration and the term structure of Finnish short-term interest rates
Lanne, Markku - 1994
Persistent link: https://www.econbiz.de/10000898848
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Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000955968
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Nonlinear dynamics of interest rate and inflation
Lanne, Markku - 2002
Persistent link: https://www.econbiz.de/10001699752
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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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The properties of market-based and survey forecasts for different data releases
Lanne, Markku (contributor) - 2007
Persistent link: https://www.econbiz.de/10003465751
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Nonlinear dynamics of interest rate and inflation
Lanne, Markku - In: Journal of applied econometrics 21 (2006) 8, pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
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A mixture mutliplicative error model for realized volatility
Lanne, Markku - In: Journal of financial econometrics : official journal of … 4 (2006) 4, pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
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Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku; Saikkonen, Pentti - 2000
Persistent link: https://www.econbiz.de/10001528164